What Mega Man's suggesting here is fairly meta. He's saying that in the previous comic, where he was talking about where to go and then in the next panel he was talking to the broom, he didn't actually travel the distance to find the broom. Just as we saw, he was simply instantly at the location of the broom, solely for the sake of the joke, and that those kinds of things can happen in a comic like this one.

It makes for a rather disturbing world if you think too much about it.

Nonetheless, the real joke here is the punny punchline, which I thought up simply to annoy Liss.